It doesn't say Steam or PC at the end of the trailer, they aren't going to release it on PC anymore?

Sonic CD trailers didn't mention PC, too, despite PC version was announced from the very beginning.
Nothing to worry about, S4:EP2 PC version was confirmed more than a month ago and it's mentioned on Sega site S4:EP2 page: http://www.sega.com/games/sonic-the-...g-4-episode-2/

Looking really good! It seems they put a lot more into the artistic style than the first episode. I like what I see! Perhaps it's because there will be no WiiWare version so more details could be thrown into the mix.